.NET+Python量化【1】——环境部署和个人资金账户信息查询

// See https://aka.ms/new-console-template for more information
using Python.Runtime;
using System.Diagnostics;

Console.WriteLine("Hello, World!");
// 设置 Python 解释器的 DLL 路径
string pythonDllPath = @"C:\Users\Wesky\AppData\Local\Programs\Python\Python310\python310.dll"; // Python 安装路径
Environment.SetEnvironmentVariable("PYTHONNET_PYDLL", pythonDllPath);
// 初始化 Python 引擎
PythonEngine.Initialize();

using (Py.GIL())
{
    dynamic sys = Py.Import("sys");
    dynamic time = Py.Import("time");
    dynamic datetime = Py.Import("datetime");
    dynamic xtquant_xttrader = Py.Import("xtquant.xttrader");
    dynamic xttype = Py.Import("xtquant.xttype");


    string path = @"D:\XXXXX\userdata_mini"; // 你自己的QMT安装路径
    string acct = "xxxxx"; // 你自己的资金账户


    // 创建交易对象
    int session_id = (int)time.time();
    dynamic xt_trader = xtquant_xttrader.XtQuantTrader(path, session_id);

    // 连接 miniQMT 终端
    xt_trader.start();
    if (xt_trader.connect() == 0)
    {
        Console.WriteLine("【终端连接成功！】");
    }
    else
    {
        Console.WriteLine("【终端连接失败！】请运行并登录miniQMT.EXE终端");
        return;
    }

    // 订阅账户信息
    dynamic ID = xttype.StockAccount(acct);
    int subscribe_result = xt_trader.subscribe(ID);
    if (subscribe_result == 0)
    {
        Console.WriteLine("【账户信息订阅成功！】");
    }
    else
    {
        Console.WriteLine("【账户信息订阅失败！】 账户配置错误，检查账号是否正确。");
        sys.exit();
        return;
    }

    Console.WriteLine("************* 账户信息 *****************");
    dynamic asset = xt_trader.query_stock_asset(ID);
    if (asset != null)
    {
        Console.WriteLine($"ID = {asset.account_id}");
        Console.WriteLine($"资产总额 = {asset.total_asset}");
        Console.WriteLine($"持仓市值 = {asset.market_value}");
        Console.WriteLine($"可用资金 = {asset.cash}");
        Console.WriteLine($"在途资金 = {asset.frozen_cash}");
    }


    // 委托信息
    Console.WriteLine("**************** 委托信息 **********************");
    foreach (dynamic order in xt_trader.query_stock_orders(ID, cancelable_only: true))
    {
        Console.WriteLine($"编号 = {order.order_id}");
        Console.WriteLine($"代码 = {order.stock_code}");
        Console.WriteLine($"委托 = {order.order_volume}");
        Console.WriteLine($"成交 = {order.traded_volume}");
        Console.WriteLine($"委价 = {order.price}");
        Console.WriteLine($"状态 = {order.order_status}");
        Console.WriteLine($"未成 = {order.order_volume - order.traded_volume}");
        Console.WriteLine($"报单时间 = {datetime.datetime.fromtimestamp(order.order_time).strftime("%H:%M:%S")}");

    }

    // 成交信息
    Console.WriteLine("**************** 成交 **********************");

    foreach (dynamic trade in xt_trader.query_stock_trades(ID))
    {
        Console.WriteLine($"代码 = {trade.stock_code}");
        Console.WriteLine($"成交 = {trade.traded_volume}");
        Console.WriteLine($"成交价 = {trade.traded_price}");
        Console.WriteLine($"成交额 = {trade.traded_amount}");
        Console.WriteLine($"订单编号 = {trade.order_id}");
        Console.WriteLine($"成交编号 = {trade.traded_id}");
        Console.WriteLine($"成交时间 = {datetime.datetime.fromtimestamp(trade.traded_time).strftime("%H:%M:%S")}");
    }

    // 持仓信息
    Console.WriteLine("**************** 持仓信息 **********************");

    foreach (dynamic position in xt_trader.query_stock_positions(ID))
    {
        Console.WriteLine($"代码:{position.stock_code}");
        Console.WriteLine($"持仓:{position.volume}");
        Console.WriteLine($"可用:{position.can_use_volume}");
        Console.WriteLine($"冻结:{position.frozen_volume}");
        Console.WriteLine($"开仓价格:{position.open_price}");
        Console.WriteLine($"市值:{position.market_value}");
        Console.WriteLine($"在途股份:{position.on_road_volume}");
    }
}

Console.ReadLine();

// 关闭 Python 引擎
PythonEngine.Shutdown();